BBLC / TradeDNA

The Open Grid Algorithmic Strategy

Investment Thesis

A systematic, regime-aware momentum engine that adapts to trend, mean-reversion, and neutral market states through volatility-normalized signals and dynamic risk controls.

Performance Snapshot (Synthetic Demo)

Total Return

+148.8%

Annualized

+18.8%

Sharpe

1.67

Max DD

-11.3%

What Makes It Different

Regime-first signal weighting using ADX and Hurst exponent.
Volatility-normalized entries work across calm and volatile periods.
ATR-based sizing caps risk per trade and at portfolio level.
Modular codebase: data feed, features, signals, risk, backtest, live engine, reporting.

Risk Controls

1% capital risk per trade via ATR units.
15% single-position cap; 150% gross exposure cap.
Hard, trailing, and 10-day time stops.
Automatic trading halt at 12% drawdown.

Live Path

OANDA broker stub ready for REST integration.
Private-node or isolated-tenant deployment.
Full audit trail and per-tenant data isolation.

Synthetic backtests are for demonstration. Live results depend on market conditions, execution quality, fees, and regulatory review. Prepared by Oction Labs Inc.